Board logo

标题: Treasury spot rate and YTM [打印本页]

作者: franzino    时间: 2011-7-13 16:40     标题: Treasury spot rate and YTM

What is the difference between a treasury spot rate and a treasury ytm. Ie, the YTM on a 3 year treasury is 12% but the 3 year spot rate is 12.377%?
作者: Kiakaha    时间: 2011-7-13 16:40

Schweser notes were not very helpful in this subject, I think I might have to revert to the cfa texts




欢迎光临 CFA论坛 (http://forum.theanalystspace.com/) Powered by Discuz! 7.2